NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,192,806
COMMITMENTS
903,238 159,196 1527213 2740696 3483083 5171147 5169492 21,659 23,314
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 93,237)
34,119 47,927 42,552 12,400 -2,082 89,071 88,397 4,166 4,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 3.1 29.4 52.8 67.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
44 28 57 145 138 211 202
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 293,240
COMMITMENTS
4,479 4,463 8,088 262,808 270,428 275,375 282,979 17,865 10,261
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 21,042)
1,322 241 1,085 20,001 18,286 22,408 19,612 -1,366 1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 1.5 2.8 89.6 92.2 93.9 96.5 6.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 6 33 28 40 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 156,135
COMMITMENTS
10,317 0 2,510 141,014 150,847 153,841 153,357 2,294 2,778
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 6,093)
-1,432 0 1,264 6,434 4,637 6,266 5,901 -173 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.0 1.6 90.3 96.6 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 0 3 31 33 37 36
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,478
COMMITMENTS
10,182 6,235 1,659 209,236 211,171 221,077 219,065 6,401 8,413
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 7,941)
428 909 -164 9,056 7,076 9,320 7,821 -1,379 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.7 0.7 92.0 92.8 97.2 96.3 2.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 30 31 32 32
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 763,935
COMMITMENTS
834 1,013 11,673 735,376 748,217 747,883 760,903 16,052 3,032
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 14,384)
-249 -2,149 -334 11,469 16,554 10,886 14,071 3,498 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.1 1.5 96.3 97.9 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 3 6 48 39 54 45
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,247
COMMITMENTS
3,934 3,198 1,505 187,031 189,661 192,470 194,364 8,777 6,883
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 2,981)
-155 -924 673 2,218 2,739 2,736 2,488 245 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 1.6 0.7 92.9 94.2 95.6 96.6 4.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 24 26 28 29
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 206,077
COMMITMENTS
1,970 1,498 6,031 194,693 195,765 202,694 203,294 3,383 2,783
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 9,648)
-3,957 -53 1,280 12,325 8,086 9,648 9,313 0 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.7 2.9 94.5 95.0 98.4 98.6 1.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 1 4 32 36 36 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,175
COMMITMENTS
6,891 0 2,607 70,973 74,012 80,471 76,619 2,704 6,556
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 1,928)
1,078 0 -290 1,996 1,661 2,784 1,371 -856 557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 3.1 85.3 89.0 96.7 92.1 3.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 0 2 21 27 24 29
Updated February 15, 2013